+180.5%
NXT vs USHY
+30.8%
+149.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +2.9% | 0.0% | +2.8% | +2.8% |
| 30D | -17.2% | 0.0% | -17.2% | -17.1% |
| 3M | -32.0% | +1.2% | -33.1% | -34.3% |
| 6M | -15.8% | +2.6% | -18.4% | -21.7% |
| YTD | -1.9% | +2.4% | -4.4% | -8.3% |
| 1Y | +22.5% | +4.2% | +18.3% | +9.0% |
| 3Y | +100.5% | +28.0% | +72.5% | +2.1% |
| All | +180.5% | +30.8% | +149.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling